| Publication | Date of Publication | Type |
|---|
Hyperbolic Anderson model with Lévy white noise: spatial ergodicity and fluctuation
Transactions of the American Mathematical Society | 2024-05-27 | Paper |
Stochastic wave equation with Lévy white noise
| 2024-02-05 | Paper |
Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise
Stochastics and Dynamics | 2023-11-30 | Paper |
Almost sure central limit theorem for the hyperbolic Anderson model with L\'evy white noise
| 2023-10-16 | Paper |
Central limit theorems for heat equation with time-independent noise: The regular and rough cases
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2023-07-10 | Paper |
Gaussian fluctuations for the wave equation under rough random perturbations
| 2023-06-30 | Paper |
Hyperbolic Anderson model with time-independent rough noise: Gaussian fluctuations
| 2023-05-08 | Paper |
Stratonovich solution for the wave equation
Journal of Theoretical Probability | 2022-11-21 | Paper |
The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications
Stochastic and Partial Differential Equations. Analysis and Computations | 2022-11-07 | Paper |
Spatial integral of the solution to hyperbolic Anderson model with time-independent noise
Stochastic Processes and their Applications | 2022-08-29 | Paper |
Exact asymptotics of the stochastic wave equation with time-independent noise
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-07-22 | Paper |
scientific article; zbMATH DE number 7340515 (Why is no real title available?)
| 2021-04-27 | Paper |
Stable Lévy motion with values in the Skorokhod space: construction and approximation
Journal of Theoretical Probability | 2020-05-19 | Paper |
Asymptotic theory for longitudinal data with missing responses adjusted by inverse probability weights
Mathematical Methods of Statistics | 2019-08-29 | Paper |
Weak convergence and tightness of probability measures in an abstract Skorohod space
| 2019-07-24 | Paper |
A gentle introduction to SPDEs: the random field approach
| 2018-12-06 | Paper |
Malliavin differentiability of solutions of SPDEs with Lévy white noise
International Journal of Stochastic Analysis | 2018-10-15 | Paper |
Intermittency for the hyperbolic Anderson model with rough noise in space
Stochastic Processes and their Applications | 2017-06-22 | Paper |
Expect the unexpected. A first course in biostatistics.
| 2017-06-22 | Paper |
SPDEs with rough noise in space: Hölder continuity of the solution
Statistics & Probability Letters | 2016-10-31 | Paper |
Functional convergence of linear processes with heavy-tailed innovations
Journal of Theoretical Probability | 2016-06-27 | Paper |
Intermittency for the wave and heat equations with fractional noise in time
The Annals of Probability | 2016-05-12 | Paper |
The stochastic heat equation driven by a Gaussian noise: germ Markov property
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Stochastic heat equation with infinite dimensional fractional noise: \(L_2\)-theory
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Intermittency for the wave equation with Lévy white noise
Statistics & Probability Letters | 2015-12-30 | Paper |
SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\)
Electronic Journal of Probability | 2015-08-07 | Paper |
Integration with respect to Lévy colored noise, with applications to SPDEs
Stochastics | 2015-07-29 | Paper |
It\^o formula for integral processes related to space-time L\'evy white noise
| 2015-05-18 | Paper |
A note on intermittency for the fractional heat equation
Statistics & Probability Letters | 2014-10-27 | Paper |
Regular variation of infinite series of processes with random coefficients
Stochastic Models | 2014-09-25 | Paper |
SPDEs with \(\alpha\)-stable Lévy noise: a random field approach
International Journal of Stochastic Analysis | 2014-04-09 | Paper |
A cluster-limit theorem for infinitely divisible point processes
Statistics | 2014-03-14 | Paper |
Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data
Mathematical Methods of Statistics | 2014-03-10 | Paper |
Recent advances related to SPDEs with fractional noise
Seminar on Stochastic Analysis, Random Fields and Applications VII | 2014-02-19 | Paper |
Erratum to: ``The stochastic heat equation with fractional-colored noise: existence of the solution
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-03 | Paper |
Some linear SPDEs driven by a fractional noise with hurst index greater than 1/2
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2013-05-27 | Paper |
\(L_p\)-theory for the stochastic heat equation with infinite-dimensional fractional noise
ESAIM: Probability and Statistics | 2013-04-25 | Paper |
Linear SPDEs driven by stationary random distributions
The Journal of Fourier Analysis and Applications | 2013-01-29 | Paper |
Functional Convergence of Linear Sequences in a non-Skorokhod Topology
| 2012-09-05 | Paper |
The stochastic wave equation with multiplicative fractional noise: A Malliavin calculus approach
Potential Analysis | 2012-01-12 | Paper |
Explicit conditions for the convergence of point processes associated to stationary arrays
Electronic Communications in Probability | 2011-09-09 | Paper |
Linear SPDEs with harmonizable noise
| 2011-08-13 | Paper |
Weak invariance principle for mixing sequences in the domain of attraction of normal law
Studia Scientiarum Mathematicarum Hungarica | 2011-07-22 | Paper |
Expect the Unexpected
| 2010-11-26 | Paper |
The stochastic wave equation with fractional noise: a random field approach
Stochastic Processes and their Applications | 2010-11-25 | Paper |
Stochastic heat equation with multiplicative fractional-colored noise
Journal of Theoretical Probability | 2010-10-13 | Paper |
Convergence of point processes with weakly dependent points
Journal of Theoretical Probability | 2010-01-04 | Paper |
A note on a Feynman-Kac-type formula
Electronic Communications in Probability | 2009-11-20 | Paper |
The stochastic heat equation with fractional-colored noise: existence of the solution
| 2009-04-27 | Paper |
A note on the weak law of large numbers for free random variables
| 2008-10-20 | Paper |
Markov jump random c.d.f.'s and their posterior distributions
Stochastic Processes and their Applications | 2007-02-26 | Paper |
Strong approximation for mixing sequences with infinite variance
Electronic Communications in Probability | 2006-11-03 | Paper |
Q-Markov random probability measures and their posterior distributions.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Asymptotic results with generalized estimating equations for longitudinal data
The Annals of Statistics | 2005-09-12 | Paper |
A strong invariance principle for associated random fields
The Annals of Probability | 2005-05-03 | Paper |
Set-indexed processes with independent increments
Statistics & Probability Letters | 2003-05-07 | Paper |
A Markov property for set-indexed processes
Journal of Theoretical Probability | 2003-04-03 | Paper |
A strong Markov property for set-indexed processes
Statistics & Probability Letters | 2002-08-28 | Paper |
Hyperbolic Anderson model with L\'evy white noise: spatial ergodicity and fluctuation
| N/A | Paper |
